The statistical significance of changes to r2 depends on


The statistical significance of changes to R2 depends on the number of variables added to the model. In these examples, the current regression has four explanatory variables with R2 = 0.60 and has been fit to n = 75 observations.

(a) Is an increase to R2 = 0.61 by adding one vari- able statistically significant? Why or why not?

(b) Is an increase to R2 = 0.64 by adding four vari- ables statistically significant? Why or why not?

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Basic Statistics: The statistical significance of changes to r2 depends on
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